+269.5%
SYK vs P
+535.2%
-265.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.6% |
| 7D | -5.0% | +11.6% | -16.6% | -6.3% |
| 30D | +9.9% | -23.7% | +33.6% | +13.0% |
| 3M | -8.9% | -8.0% | -1.0% | -9.2% |
| 6M | +3.1% | +27.9% | -24.8% | -3.1% |
| YTD | -11.1% | +61.2% | -72.3% | -20.4% |
| 1Y | -16.2% | +28.6% | -44.8% | -23.0% |
| 3Y | +13.2% | +200.5% | -187.3% | -16.5% |
| 5Y | +23.5% | +282.9% | -259.5% | -15.7% |
| 10Y | +213.3% | +665.9% | -452.6% | +79.7% |
| All | +269.5% | +535.2% | -265.7% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded P wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling